-19.3%
COO vs VLTO
+54.1%
-73.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +5.3% | +12.0% | -6.7% | 0.0% |
| 30D | +12.5% | +20.8% | -8.3% | +3.4% |
| 3M | -15.1% | +20.1% | -35.3% | -21.8% |
| 6M | +3.7% | +32.6% | -28.9% | -8.6% |
| YTD | -22.5% | +17.3% | -39.8% | -28.4% |
| 1Y | -7.8% | +17.3% | -25.1% | -14.8% |
| 3Y | -24.1% | +66.9% | -91.0% | -35.7% |
| All | -19.3% | +54.1% | -73.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling